-51.1%
FIS vs EMB
+0.7%
-51.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +1.0% | -24.7% | -23.5% |
| 7D | -18.4% | +0.7% | -19.1% | -18.1% |
| 30D | -11.4% | +2.3% | -13.7% | -11.6% |
| 3M | -32.0% | -2.5% | -29.5% | -31.0% |
| 6M | -35.6% | -1.1% | -34.5% | -34.9% |
| YTD | -53.8% | -0.6% | -53.2% | -53.4% |
| 1Y | -51.1% | +0.6% | -51.7% | -51.4% |
| All | -51.1% | +0.7% | -51.8% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling